+45.9%
UPS vs PHM
+670.5%
-624.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.8% | -4.1% | +7.9% | +5.0% |
| 30D | +17.4% | +16.1% | +1.2% | +12.5% |
| 3M | +8.2% | -2.5% | +10.7% | +8.7% |
| 6M | +17.9% | +12.9% | +5.0% | +13.4% |
| YTD | +18.7% | +9.0% | +9.7% | +15.1% |
| 1Y | +24.8% | +8.2% | +16.6% | +21.2% |
| 3Y | -4.5% | +58.4% | -63.0% | -17.7% |
| 5Y | -33.2% | +159.2% | -192.4% | -50.7% |
| All | +45.9% | +670.5% | -624.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling